Ok. I did the wooden stick stethoscope technique and now I am pretty convinced it is not the transmission (whew!), but rather something in the engine. I couldn't find a broom, so I used a closet dowel. It was about 6 feet long, so I looked like a Jedi knight sparring with gremlins in my engine. Given how long the dowel was and the lack of space in the engine compartment, I could not pin-point the exact location of the whine. But, with the dowel, I could hear that the whine is actually made up of distinct "voon, voon" sounds, which leads me to think it is something rotating (timing belt tensioner, pulley etc).

I have an appt with the dealer to have them check it out. Thanks for all the tips. I somehow had it in my head that this was a transmission/torque convertor issue, but you folks steered me to a better direction.